Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.71%
August 31, 2024 99.71%
July 31, 2024 99.71%
June 30, 2024 99.71%
May 31, 2024 99.60%
April 30, 2024 99.60%
March 31, 2024 99.60%
February 29, 2024 99.60%
January 31, 2024 99.60%
December 31, 2023 99.60%
November 30, 2023 99.60%
October 31, 2023 99.60%
September 30, 2023 99.60%
August 31, 2023 99.60%
July 31, 2023 99.60%
June 30, 2023 99.60%
May 31, 2023 99.60%
April 30, 2023 99.60%
March 31, 2023 99.60%
February 28, 2023 99.60%
January 31, 2023 99.60%
December 31, 2022 99.60%
November 30, 2022 79.40%
October 31, 2022 79.40%
September 30, 2022 76.00%
Date Value
August 31, 2022 76.00%
July 31, 2022 76.00%
June 30, 2022 75.00%
May 31, 2022 75.00%
April 30, 2022 75.00%
March 31, 2022 75.00%
February 28, 2022 75.00%
January 31, 2022 75.00%
December 31, 2021 75.00%
November 30, 2021 75.00%
October 31, 2021 75.00%
September 30, 2021 75.00%
August 31, 2021 75.00%
July 31, 2021 51.00%
June 30, 2021 36.84%
May 31, 2021 36.84%
April 30, 2021 36.84%
March 31, 2021 36.84%
February 28, 2021 36.84%
January 31, 2021 36.84%
December 31, 2020 36.84%
November 30, 2020 36.84%
October 31, 2020 36.84%
September 30, 2020 36.84%
August 31, 2020 31.58%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

26.32%
Minimum
Nov 2019
99.71%
Maximum
Jun 2024
69.88%
Average
75.00%
Median
Aug 2021